Proceedings of the Fourth Workshop on High Performance Computational Finance 2011
DOI: 10.1145/2088256.2088262
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Finding the right level of abstraction for minimizing operational expenditure

Abstract: In this paper we are examining the impact of modern programming language abstractions on total cost of ownership (TCO) of a financial computing operation. Our analysis is based on static and dynamic analysis of example financial software, based on our loopflow graph (LFG) concept and our custom dynamic hotspot tool called MaxSpot. Our results show that, if the required throughput of an application is high enough, then operational expenditure is minimized by minimizing runtime and not programming effort.

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Cited by 6 publications
(2 citation statements)
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“…Field programmable gate arrays (FP-GAs) are particularly promising as an acceleration technology, as they can offer performance and energy improvements for a wide class of applications while also providing the reprogrammability and flexibility of software. Applications which exhibit large degrees of spatial and temporal locality and which contain relatively small amounts of control flow, such as those in the image processing [21,6], financial analytics [29,16,48], and scientific computing domains [42,1,11,50], can especially benefit from hardware acceleration with FPGAs. FPGAs have also recently been used to accelerate personal assistant systems [23] and machine learning algorithms like deep belief networks [31,32].…”
Section: Introductionmentioning
confidence: 99%
“…Field programmable gate arrays (FP-GAs) are particularly promising as an acceleration technology, as they can offer performance and energy improvements for a wide class of applications while also providing the reprogrammability and flexibility of software. Applications which exhibit large degrees of spatial and temporal locality and which contain relatively small amounts of control flow, such as those in the image processing [21,6], financial analytics [29,16,48], and scientific computing domains [42,1,11,50], can especially benefit from hardware acceleration with FPGAs. FPGAs have also recently been used to accelerate personal assistant systems [23] and machine learning algorithms like deep belief networks [31,32].…”
Section: Introductionmentioning
confidence: 99%
“…Field programmable gate arrays (FPGAs) are particularly promising as an acceleration technology, as they can offer performance and energy improvements for a wide class of applications while also providing the reprogrammability and flexibility of software. Applications which exhibit large degrees of spatial and temporal locality and which contain relatively small amounts of control flow, such as those in the image processing [22,7], financial analytics [31,17,53], and scientific computing domains [45,2,12,55], can especially benefit from hardware acceleration with FPGAs. FPGAs have also recently been used to accelerate personal assistant systems [24] and machine learning algorithms like deep belief networks [33,34].…”
Section: Introductionmentioning
confidence: 99%